School of Mathematics and Physics - UQ eSpace
http://espace.library.uq.edu.au/
The University of QueenslandenFez http://blogs.law.harvard.edu/tech/rssAn efficient GPU-based parallel algorithm for pricing multi-asset American options
http://espace.library.uq.edu.au/view/UQ:339901
2014-09-17T16:05:11Z
Dang, Duy-Minh; Christara, Christina C.; Jackson, Kenneth R. An efficient numerical partial differential equation approach for pricing foreign exchange interest rate hybrid derivatives
http://espace.library.uq.edu.au/view/UQ:339896
In this paper, we discuss efficient pricing methods via a partial differential equation (PDE) approach for long-dated foreign exchange (FX) interest rate hybrids under a three-factor multicurrency pricing model with FX volatility skew. The emphasis of this paper is on power-reverse dual-currency (PRDC) swaps with popular exotic features, namely knockout and FX target redemption (FX-TARN). Challenges in pricing these derivatives via a PDE approach arise from the high dimensionality of the...2014-09-17T15:29:05Z
Dang, Duy-Minh; Christara, Christina C.; Jackson, Kenneth R.; Lakhany, Asif An elliptic problem with an indefinite nonlinearity and a parameter in the boundary condition
http://espace.library.uq.edu.au/view/UQ:336973
We establish the existence of solutions of nonlinear elliptic boundary value problems involving a positive parameter on the boundary. We also examine a profile of solutions of problem (1.2) when a parameter λ tends to 0.2014-08-12T04:18:24Z
Chabrowski, Jan; Tintarev, Cyril An enduring interest in classification: supervised and unsupervised
http://espace.library.uq.edu.au/view/UQ:282476
I have researched in the field of discriminant analysis for over 40 years and for nearly as long in the field of cluster analysis. Thus, I think it is fair to say that I have had an enduring interest in discriminant and cluster analyses, that is, in classification both supervised and unsupervised. The latter terminology is used outside of statistics in fields such as artificial intelligence, machine learning, and pattern recognition. However, the gap between these fields and statistics has narrowed appreciably over the years, and discriminant analysis and cluster analysis are also often referred in statistics as supervised classification and unsupervised classification, respectively.2012-09-26T09:09:02Z
McLachlan, G. J. An Erdos-Szekeres type problem in the plane
http://espace.library.uq.edu.au/view/UQ:267828
2012-02-17T16:44:51Z
Karolyi, Gyula; Toth, G. A nested sampling algorithm for cosmological model selection
http://espace.library.uq.edu.au/view/UQ:230512
2011-02-28T09:46:18Z
Mukherjee, Pia; Parkinson, David; Liddle, Andrew R. A new algorithm for stope boundary optimization
http://espace.library.uq.edu.au/view/UQ:316266
Stopes can be simply defined as an underground opening from which ore has been excavated. Selection of the best combination of available stope boundary will directly affect the profitability of the operation. While a few attempts has been initiated to generate the optimum stope boundary for underground mining, they fail to guarantee a true optimal-ity in three-dimension block models. This paper proposed a new methodology which can find optimum stope layout for a given resource model in three-dimensions. The paper initially critically reviewed important stope boundary optimisation studies thus far, then proposed a new methodology in order to find the best stope layout for a given deposit. Subsequently it applied the proposed methodology into a block model to test its ability of producing optimum results and demonstrated its applicability in a number of different scenarios. In the last section, further analysis on strategies to find the optimum stope boundaries were demonstrated. The results prove that the proposed algorithm can find optimum stope boundaries and layouts in three-dimension for different stope sizes and stope selection strategies.2013-11-27T12:12:48Z
Topal, E.; Sens, J. A new approach to crushing 3-manifold triangulations
http://espace.library.uq.edu.au/view/UQ:317666
2013-11-28T16:57:08Z
Burton, Benjamin A. A new approach to crushing 3-manifold triangulations
http://espace.library.uq.edu.au/view/UQ:381393
2016-03-05T17:28:06Z
Burton, Benjamin A. A new approach to multiwavelength associations of astronomical sources
http://espace.library.uq.edu.au/view/UQ:230520
One of the biggest problems faced by current and next-generation astronomical surveys is trying to produce large numbers of accurate cross-identifications across a range of wavelength regimes with varying data quality and positional uncertainty. Until recently, simple spatial ‘nearest neighbour’ associations have been sufficient for most applications. However as advances in instrumentation allow more sensitive images to be made, the rapid increase in the source density has meant that source confusion across multiple wavelengths is a serious problem. The field of far-IR and sub-mm astronomy has been particularly hampered by such problems. The poor angular resolution of current sub-mm and far-IR instruments is such that in a lot of cases, there are multiple plausible counterparts for each source at other wavelengths. Here we present a new automated method of producing associations between sources at different wavelengths using a combination of spatial and spectral energy distribution information set in a Bayesian framework. Testing of the technique is performed on both simulated catalogues of sources from GaLICS and real data from multiwavelength observations of the Subaru-XMM Deep Field. It is found that a single figure of merit, the Bayes factor, can be effectively used to describe the confidence in the match. Further applications of this technique to future Herschel data sets are discussed.2011-02-28T09:47:12Z
Roseboom, Isaac G.; Oliver, Seb; Parkinson, David; Vaccari, Mattia A new approximation of relaxed energies for harmonic maps and the Faddeev model
http://espace.library.uq.edu.au/view/UQ:243288
2011-07-06T12:45:02Z
Giaquinta, Mariano; Hong, Min-Chun; Yin, Hao A new bound on the size of the largest 2-critical set in a latin square
http://espace.library.uq.edu.au/view/UQ:62496
2007-08-14T17:54:58Z
Cavenagh, N. J. A new cosmological distance measure using active galactic nuclei
http://espace.library.uq.edu.au/view/UQ:262877
2011-12-04T07:57:39Z
Watson, D.; Denney, K. D.; Vestergaard, M.; Davis, T. M. A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
http://espace.library.uq.edu.au/view/UQ:285192
In this paper, we propose a new diagnostic test for residual cross-section uncorrelatedness (CU) in a nonparametric panel data model. The proposed nonparametric CU test is a nonparametric counterpart of an existing parametric cross-section dependence test proposed in Pesaran (2004, Cambridge Working paper in Economics 0435). Without assuming cross-section independence, we establish asymptotic distribution for the proposed test statistic for the case where both the cross-section dimension and the time dimension go to infinity simultaneously, and then analyze the power function of the proposed test under a sequence of local alternatives that involve a nonlinear multifactor model. The simulation results and real data analysis show that the nonparametric CU test associated with an asymptotic critical value works well.2012-11-15T11:58:19Z
Chen, Jia; Gao, Jiti; Li, Degui A new diketopyrrolopyrrole-based co-polymer for ambipolar field-effect transistors and solar cells
http://espace.library.uq.edu.au/view/UQ:286241
2012-11-25T00:23:02Z
Tandy, Kristen; Dutta, Gitish K.; Zhang, Yuliang; Venkatramaiah, N.; Aljada, Muhsen; Burn, Paul L.; Meredith, Paul; Namdas, Ebinazar B.; Patil, Satish A new family of N dimensional superintegrable double singular oscillators and quadratic algebra Q(3) ⊕ so(n) ⊕ so(N-n)
http://espace.library.uq.edu.au/view/UQ:373505
2015-11-17T00:31:34Z
Hoque, Md Fazlul; Marquette, Ian; Zhang, Yao-Zhong A new method to create initially mass segregated star clusters in virial equilibrium
http://espace.library.uq.edu.au/view/UQ:265848
2012-01-24T11:50:12Z
Subr, L.; Kroupa, P.; Baumgardt, H. A new preventive maintenance strategy for items sold under warranty
http://espace.library.uq.edu.au/view/UQ:62477
When products are sold under warranty, the manufacturer incurs additional costs for warranty servicing. Preventive maintenance actions can be used to reduce this cost and these are worthwhile only if the extra cost incurred is less than the reduction achieved. In this paper we propose a new preventive maintenance policy where the parameters are selected optimally to minimize the total warranty servicing cost.2007-08-14T17:54:14Z
Jack, N.; Murthy, D. N. P. A new variational Bayesian algorithm with application to human mobility pattern modeling
http://espace.library.uq.edu.au/view/UQ:265957
2012-01-24T14:04:53Z
Wu, Burton; McGrory, Clare A.; Pettitt, Anthony N. An exact lower energy bound for the infinite square well potential
http://espace.library.uq.edu.au/view/UQ:316520
We give a lower bound for the energy of a quantum particle in the infinite square well. We show that the bound is exact and identify the well-known element that fulfils the equality. Our approach is not directly dependent on the Schrödinger equation and illustrates an example where the wavefunction is obtained directly by energy minimization. The derivation presented can serve as an example of a variational method in an undergraduate level university course in quantum mechanics.2013-11-27T17:59:51Z
Ogren, M.; Carlsson, M. An expansion tube study of high enthalpy carbon-dioxide flows
http://espace.library.uq.edu.au/view/UQ:247915
2011-09-08T23:18:55Z
McIntyre, T. J.; Eichmann, T. N.; Lourel, I.; Hajek, K. M.; Rubinsztein-Dunlop, H. An extended regression approach to estimating loads and their uncertainties in Great Barrier Reef catchments
http://espace.library.uq.edu.au/view/UQ:255074
2011-10-12T10:17:02Z
Wang, Y. G.; Kuhnert, P.; Henderson, B.; Stewart, L. An extension of the continual reassessment method using decision theory
http://espace.library.uq.edu.au/view/UQ:222301
The primary goal of a phase I trial is to find the maximally tolerated dose (MTD) of a treatment. The MTD is usually defined in terms of a tolerable probability, q* of toxicity. Our objective is to find the highest dose with toxicity risk that does not exceed q*, a criterion that is often desired in designing phase I trials. This criterion differs from that of finding the dose with toxicity risk closest to q*, that is used in methods such as the continual reassessment method. We use the theory of decision processes to find optimal sequential designs that maximize the expected number of patients within the trial allocated to the highest dose with toxicity not exceeding q*, among the doses under consideration. The proposed method is very general in the sense that criteria other than the one considered here can be optimized and that optimal dose assignment can be defined in terms of patients within or outside the trial. It includes as an important special case the continual reassessment method. Numerical study indicates the strategy compares favourably with other phase I designs.2010-11-24T13:45:47Z
Leung, Denis Heng-Yan; Wang, You-Gan An extravariation model for improving confidence intervals of population size estimates from removal data
http://espace.library.uq.edu.au/view/UQ:221254
2010-11-17T14:08:31Z
Wang, Y. G.; Loneragan, N. R. Angle structures and normal surfaces
http://espace.library.uq.edu.au/view/UQ:262686
Let M be the interior of a compact 3-manifold with boundary, and let T be an ideal triangulation of M. This paper describes necessary and sufficient conditions for the existence of angle structures, semi-angle structures and generalised angle structures on (M; T ) respectively in terms of a generalised Euler characteristic function on the solution space of the normal surface theory of (M; T ). This extends previous work of Kang and Rubinstein, and is itself generalised to a more general setting for 3-dimensional pseudo-manifolds.2011-12-01T14:28:55Z
Luo, Feng; Tillmann, Stephan Angular momentum of a strongly focused Gaussian beam
http://espace.library.uq.edu.au/view/UQ:168942
A circularly polarized paraxial Gaussian laser beam carries ±¯h angular momentum per photon as spin, with zero orbital angular momentum. Focusing the beam with a rotationally symmetric lens cannot change this angular momentum flux, yet the focused beam must have spin |Sz | < ¯h per photon. The remainder of the original spin is converted to orbital angular momentum, manifesting itself as a longitudinal optical vortex at the focus. We investigate the nature of this orbital angular momentum.2009-03-16T15:53:59Z
Nieminen, Timo A.; Stilgoe, Alexander B.; Heckenberg, Norman R.; Rubinsztein-Dunlop, Halina An Hydrophilic Anode Interlayer for Solution Processed Organohalide Perovskite Solar Cells
http://espace.library.uq.edu.au/view/UQ:372361
2015-10-30T10:58:49Z
Lin, Qianqian; Stoltzfus, Dani M.; Armin, Ardalan; Burn, Paul L.; Meredith, Paul An improved Fabens method for estimation of growth parameters in the von Bertalanffy model with individual asymptotes
http://espace.library.uq.edu.au/view/UQ:221234
2010-11-17T13:59:52Z
Wang, Y. G. An inequality relating the circumradius and diameter of two-dimensional lattice-point-free convex bodies
http://espace.library.uq.edu.au/view/UQ:303275
2013-06-20T12:24:25Z
Awyong, Poh Wah An infinite family of superintegrable systems from higher order ladder operators and supersymmetry
http://espace.library.uq.edu.au/view/UQ:259159
We discuss how we can obtain new quantum superintegrable Hamiltonians allowing the separation of variables in Cartesian coordinates with higher order integrals of motion from ladder operators. We also discuss how higher order supersymmetric quantum mechanics can be used to obtain systems with higher order ladder operators and their polynomial Heisenberg algebra. We present a new family of superintegrable systems involving the fifth Painlevé transcendent which possess fourth order ladder operators constructed from second order supersymmetric quantum mechanics. We present the polynomial algebra of this family of superintegrable systems.2011-10-24T14:21:40Z
Marquette, Ian An integrable case of the p + ip pairing Hamiltonian interacting with its environment
http://espace.library.uq.edu.au/view/UQ:379612
2016-02-14T00:19:30Z
Lukyanenko, Inna; Isaac, Phillip S.; Links, Jon An introduction to balanced sequential arrays on the square grid
http://espace.library.uq.edu.au/view/UQ:201530
2010-04-01T12:34:29Z
Street, Anne Penfold; Nester, Marks R. An introduction to effective low-energy Hamiltonians in condensed matter physics and chemistry
http://espace.library.uq.edu.au/view/UQ:268908
2012-03-05T14:19:44Z
Powell, Ben J. An introduction to quantum optomechanics
http://espace.library.uq.edu.au/view/UQ:269069
We provide an introduction to the description of mechanical systems in the quantum regime, and provide a review of the various types of micro-scale and nano-scale optomechanical and electromechanical systems. The aim is to achieve quantum control of micromechanical and nanomechanical resonators using the electromagnetic field. Such control requires the demonstration of state preparation (in particular, cooling to the ground state), coherent control and quantum-limited measurement. These problems are discussed in turn. Some particular problems in force detection, metrology, nonlinear optomechanics and many-body optomechanics are also discussed.2012-03-06T09:05:18Z
Milburn, G. J.; Woolley, M. J. An inverse theorem for the restricted set addition in Abelian groups
http://espace.library.uq.edu.au/view/UQ:268790
2012-03-02T10:48:25Z
Karolyi, G An investigation of contact transmission of methicillin resistant-Staphylococcus aureus
http://espace.library.uq.edu.au/view/UQ:70005
Hand hygiene is critical in the healthcare setting and it is believed that methicillin-resistant Staphylococcus aureus (MRSA), for example, is transmitted from patient to patient largely via the hands of health professionals. A study has been carried out at a large teaching hospital to estimate how often the gloves of a healthcare worker are contaminated with MRSA after contact with a colonized patient. The effectiveness of handwashing procedures to decontaminate the health professionals' hands was also investigated, together with how well different healthcare professional groups complied with handwashing procedures. The study showed that about 17% (9-25%) of contacts between a healthcare worker and a MRSA-colonized patient results in transmission of MRSA from a patient to the gloves of a healthcare worker. Different health professional groups have different rates of compliance with infection control procedures. Non-contact staff (cleaners, food services) had the shortest handwashing times. In this study, glove use compliance rates were 75% or above in all healthcare worker groups except doctors whose compliance was only 27%. (C) 2004 The Hospital Infection Society. Published by Elsevier Ltd. All rights reserved.2007-08-15T03:28:42Z
McBryde, E. S.; Bradley, L. C.; Whitby, M.; McElwain, D. L. S. An investigation of evaporation from single saline water droplets: experimental and theoretical approaches
http://espace.library.uq.edu.au/view/UQ:350313
2015-02-02T08:48:26Z
Sadafi, M. H.; Jahn, I.; Stilgoe, A. B.; Hooman, K. Anisotropic scattering in angular-dependent magnetoresistance oscillations of quasi-two-dimensional and quasi-one-dimensional metals: Beyond the relaxation-time approximation
http://espace.library.uq.edu.au/view/UQ:173701
The electrical resistivity for a current moving perpendicular to layers (chains) in quasi-two-dimensional (2D) [quasi-one-dimensional (1D)] metals under an applied magnetic field of varying orientation is studied using Boltzmann transport theory. We consider the simplest nontrivial quasi-2D and quasi-1D Fermi surfaces but allow for an arbitrary elastic collision integral (i.e., a scattering probability with arbitrary dependence on momentum transfer) and obtain an expression for the resistivity which generalizes that previously found using a single relaxation-time approximation. The dependence of the resistivity on the angle between the magnetic field and current changes depending on the momentum dependence of the scattering probability. So, whereas zero-field intralayer transport is sensitive only to the momentum-averaged scattering probability (the transport relaxation rate), the resistivity perpendicular to layers measured in a tilted magnetic field provides detailed information about the momentum-dependence of interlayer scattering. These results help us to clarify the meaning of the relaxation rate determined from fits of angular-dependent magnetoresistance oscillations (AMROs) experimental data to theoretical expressions. Furthermore, we suggest how AMRO might be used to probe the dominant scattering mechanism.2009-04-03T13:01:51Z
Smith, M. F.; McKenzie, R. H. Anisotropy-based performance analysis of linear discrete time invariant control systems
http://espace.library.uq.edu.au/view/UQ:1481
2006-04-04T14:01:19Z
Diamond, P; Vladimirov, I; Kurdjukov, A; Semyonov, A Anisotropy in s-wave Bose-Einstein condensate collisions and its relationship to superradiance
http://espace.library.uq.edu.au/view/UQ:341250
2014-10-07T00:19:51Z
Deuar, P.; Jaskula, J.-C.; Bonneau, M.; Krachmalnicoff, V.; Boiron, D.; Westbrook, C. I.; Kheruntsyan, K. V. Annals of Operations Research
http://espace.library.uq.edu.au/view/UQ:190205
2009-12-16T14:14:45ZAnomalous power laws of spectral diffusion in quantum dots: A connection to luminescence intermittency
http://espace.library.uq.edu.au/view/UQ:219909
2010-11-07T00:03:49Z
Plakhotnik, T; Fernee, MJ; Littleton, B; Rubinsztein-Dunlop, H; Potzner, C; Mulvaney, P Anomalous saturation effects due to optical spin depolarization in nitrogen-vacancy centers in diamond nanocrystals
http://espace.library.uq.edu.au/view/UQ:279171
2012-08-19T00:13:20Z
Chapman, Robert; Plakhotnik, Taras A non-Hopfian almost convex group
http://espace.library.uq.edu.au/view/UQ:163835
In this article we prove that an isometric multiple HNN extension of a group satisfying the falsification by fellow traveler property is almost convex. As a corollary, Wise's example of a CAT(0) non-Hopfian group is almost convex.2009-02-11T10:05:37Z
Elder, Murray J. A non-linear numerical model for stratified Tsunami waves and its application
http://espace.library.uq.edu.au/view/UQ:58168
2007-08-14T14:56:08Z
Imteaz, M.; Imamura, F. A non-reductive N = 4 superconformal algebra
http://espace.library.uq.edu.au/view/UQ:271117
2012-03-22T12:08:27Z
Rasmussen, J. An open-access online question generator with fully worked solutions
http://espace.library.uq.edu.au/view/UQ:252289
Mathematics staff at The University of Queensland have created an electronic question and solution generator that covers a wide range of fundamental mathematical, statistical and quantitative skills. This open-access system allows teachers and/or students of all grades to create an unlimited number of questions covering over 100 topics, ranging from order of operations through to calculus and linear algebra. The beauty and originality of this flexible electronic framework is that fully worked solutions are also included. This paper outlines the process of developing and testing the question generator and discuss evidence of its effective implementation.2011-09-20T11:49:35Z
Jennings, Michael; Adams, Peter An optically actuated surface scanning probe
http://espace.library.uq.edu.au/view/UQ:298968
We demonstrate the use of an extended, optically trapped probe that is capable of imaging surface topography with nanometre precision, whilst applying ultra-low, femto-Newton sized forces. This degree of precision and sensitivity is acquired through three distinct strategies. First, the probe itself is shaped in such a way as to soften the trap along the sensing axis and stiffen it in transverse directions. Next, these characteristics are enhanced by selectively position clamping independent motions of the probe. Finally, force clamping is used to refine the surface contact response. Detailed analyses are presented for each of these mechanisms. To test our sensor, we scan it laterally over a calibration sample consisting of a series of graduated steps, and demonstrate a height resolution of ∼ 11 nm. Using equipartition theory, we estimate that an average force of only ∼ 140 fN is exerted on the sample during the scan, making this technique ideal for the investigation of delicate biological samples.2013-04-30T16:15:17Z
Phillips, D. B.; Gibson, G. M.; Bowman, R.; Padgett, M. J.; Hanna, S.; Carberry, D. M.; Miles, M. J.; Simpson, S. H. An optical trap experiment to demonstrate fluctuation theorems in viscoelastic media
http://espace.library.uq.edu.au/view/UQ:298973
2013-04-30T16:16:29Z
Carberry, D. M.; Baker, M. A. B.; Wang, G. M.; Sevick, E. M.; Evans, Denis J. An optimal design for screening trials
http://espace.library.uq.edu.au/view/UQ:222309
2010-11-24T13:47:18Z
Wang, Y. G.; Leung, D. H. Y.